.Net coding guidelines for operations research

Writing code, whether in C++, AMPL, GAMS, SAS, .Net, or whatever*, is a part of operations research for most of us. Here are a few thoughts on writing good .Net code. This advice is aimed especially at optimizers with a research background, who don’t have lots of experience writing “production” code.

  • Give things sensible names. In particular, start with Guidelines for Names on MSDN. This guideline is actually pretty important, because good naming and organization leads to fewer bugs and more maintainable code. My experience working with code by “optimization people” is that a lot of it is poorly organized. You’d never write a poorly organized paper (would you?) so why write disorganized code. The first step in good organization is to use good names. (Tip: In Visual Studio Use the F2 key (or right click and “Rename”) instead of find/replace.)
  • Exception: math code can and should use good math notation. Code that implements an optimization model should have a backing whitepaper. The whitepaper should include the full mathematical formulation of the problem. It should be possible to go back and forth between the documentation and code without too much trouble. So if in your doc you have a variable x with subscripts p, g, and a, then it is totally okay for the code to have the same names. Don’t artificially name x something like “amountToProduce” just to satisfy some MSDN guideline. For this reason I tend to avoid Greek letters, hats, and bars in my whitepapers. Careful choice of notation is important.
  • Get in the habit of writing small programs to test your assumptions. Are multidimensional arrays or jagged arrays faster in .Net? How much more expensive is a hashtable lookup than an array lookup? Is it better to use SOS2 constraints or dummy integer variables for piecewise linear constraints? How much memory does a solver use for a model? These things can be empirically tested.
  • Write tests for your code. In my experience, any code that does not have tests is probably wrong. Start with very simple tests that test basic, but important things.
  • Document your code. Help others understand what you are doing (and more importantly) why.
  • Public APIs should be designed for the person using it, not the person writing it. For example, an input data structure for a production planning module might talk about capacities, facilities, and availability. Constraints, knots, and duals wouldn’t make much sense to a user, even though they make perfect sense to us.
  • Consider refactoring any function over a page long. It is probably too confusing. You can highlight a section of code, right click, and do “Extract Function” in Visual Studio.
  • If you don’t understand the performance characteristics of a data structure, avoid using it until you do. The .Net framework provides TONS of built in methods and data structures. This makes it very, very easy to write correct but horribly inefficient code. For example, finding an element in List<> takes linear time, but accessing an element by key from a Dictionary<> is nearly constant time. The Count() method on an IEnumerable<> is linear time, but .Length on an array is constant time. Most of the time, arrays are great for what we do. It’s okay to use more, just understand why.
  • Package complicated data in data structures. A small caveat to the last point: optimization people tend to go crazy with multidimensional arrays when an array of simple data structure is usually more appropriate. This results in self-documenting code.
  • Be careful with memory. Just because .Net has garbage collection doesn’t mean you can forget about how you manage memory. Don’t unnecessarily allocate arrays inside a loop if you don’t need to. If you are careless with memory, it will kill your performance.
  • Don’t reinvent the wheel. You don’t need to write any sorting code – use Array.Sort. You don’t need to scan through strings for commas – use String.Split. You don’t need to write 3.14159 – use Math.PI.

The Design Guidelines for Developing Class Libraries page on MSDN is filled with lots of good suggestions.

* I think F# and other functional programming languages could actually be great for optimization. I guess that’s why Python is catching on.

Author: natebrix

Follow me on twitter at @natebrix.

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